NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 26-Mar-2008
Day Change Summary
Previous Current
25-Mar-2008 26-Mar-2008 Change Change % Previous Week
Open 96.94 98.75 1.81 1.9% 103.59
High 99.08 102.20 3.12 3.1% 105.00
Low 96.81 98.75 1.94 2.0% 95.83
Close 98.67 101.85 3.18 3.2% 98.14
Range 2.27 3.45 1.18 52.0% 9.17
ATR 2.94 2.98 0.04 1.4% 0.00
Volume 10,341 24,998 14,657 141.7% 106,001
Daily Pivots for day following 26-Mar-2008
Classic Woodie Camarilla DeMark
R4 111.28 110.02 103.75
R3 107.83 106.57 102.80
R2 104.38 104.38 102.48
R1 103.12 103.12 102.17 103.75
PP 100.93 100.93 100.93 101.25
S1 99.67 99.67 101.53 100.30
S2 97.48 97.48 101.22
S3 94.03 96.22 100.90
S4 90.58 92.77 99.95
Weekly Pivots for week ending 21-Mar-2008
Classic Woodie Camarilla DeMark
R4 127.17 121.82 103.18
R3 118.00 112.65 100.66
R2 108.83 108.83 99.82
R1 103.48 103.48 98.98 101.57
PP 99.66 99.66 99.66 98.70
S1 94.31 94.31 97.30 92.40
S2 90.49 90.49 96.46
S3 81.32 85.14 95.62
S4 72.15 75.97 93.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.00 95.83 7.17 7.0% 3.08 3.0% 84% False False 23,765
10 105.00 95.83 9.17 9.0% 3.38 3.3% 66% False False 25,457
20 105.00 95.83 9.17 9.0% 3.05 3.0% 66% False False 27,071
40 105.00 85.60 19.40 19.0% 2.57 2.5% 84% False False 22,302
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 116.86
2.618 111.23
1.618 107.78
1.000 105.65
0.618 104.33
HIGH 102.20
0.618 100.88
0.500 100.48
0.382 100.07
LOW 98.75
0.618 96.62
1.000 95.30
1.618 93.17
2.618 89.72
4.250 84.09
Fisher Pivots for day following 26-Mar-2008
Pivot 1 day 3 day
R1 101.39 101.07
PP 100.93 100.29
S1 100.48 99.51

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These figures are updated between 7pm and 10pm EST after a trading day.

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